[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Real Time Source different from Backfill source



PureBytes Links

Trading Reference Links

Just FYI: Linking through QT is NOWHERE near convenience, features
and speed of direct link to IQFeed.

When linking via QT:
- you don't have streaming real time (quotes from QT are only snapshots taken periodically)
- you don't have mixed intraday / eod data in the same database
- you don't have 9 months intraday and 10 years EOD
- you don't have time&sales

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "danielwardadams" <danielwardadams@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 28, 2007 4:35 PM
Subject: [amibroker] Re: Real Time Source different from Backfill source


> Claude (& Seede),
> I verified I could do what you suggest with IB. Thanks.
> 
> Another option which I'm investigating is to use the $20/month
> Quotetracker (QT) version of IQFeed (I have a 7 day trial on one
> computer and my "full" IQFeed on another). According to DTN, there is
> no difference in the reliability, speed, resolution, or number of
> symbols in the two IQFeeds. The only differences are: (1) the QT
> version doesn't work with Amibroker (but wait, there's more!) and (2)
> the intraday historical data isn't as long.
> 
> However if you use the QT version of IQFeed to feed Quotetracker and
> then use the Amibroker QT plugin, you get the real-time data into AB.
> 
> If I use this with my Yahoo EOD database, it works exactly how I (and
> I think you) want -- the last daily bar updates in intraday real-time.
> I can even run with Quotetracker minimized and everything updates in
> AB. The only caveat is that you have to have the symbols of interest
> in a QT portfolio that is being updated.
> 
> I haven't experimented much with intraday charts using this method but
> I will.
> 
> Personally, I've liked Quotetracker for along time and one mode I
> could see using would be to look at intraday charts with it and look
> at historical daily charts in AB (with the last bar being updated).
> 
> If you're not familiar with Quotetracker and you're worried about
> cost, you can get it free if you want to live with some advertisements
> at the top of the window. You can eliminate the ads by paying $60/year.
> 
> Dan
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" <claudecaruana@xxx>
> wrote:
>>
>> Daniel,
>> 
>> I beleive you can already do this. My current setup is quite similar:
>> I enable mixed EOD/Intraday mode. 
>> I use Yahoo EOD quotes updated via AmiQuote (I had to change the 
>> format in order to have unadjusted close for History), and also for 
>> ticker name and the fundumental data provided.
>> 
>> I then enabled the IB Plugin which currently backfills my db intraday.
>> 
>> Symbol differences can be solved using the symbol mapping function in 
>> Amiquote.
>> 
>> What is neat about this setup is that even if you trade EOD, you have 
>> confirmation of current prices in the daily chart (last bar gets 
>> updated in realtime) - this I find is important for me, especially 
>> since I also use Amibroker as my trading platform and hardly ever 
>> touch TWS.
>> 
>> My reason for wanting to replace intraday backfills with IQFeed is 
>> that IB is not coping with my intraday backfill requests (some data 
>> pacing violation message), and it's taking me lots of time everyday 
>> just to get my database in order.
>> 
>> MarketDelta, another program which uses IQFeed advertises that there 
>> is a backfill-only service (for those who want to use IQFeed tick 
>> backfills together with IB for realtime) from IQFeed costing $25. If 
>> this works also with Amibroker (I have not confirmed this yet) then 
>> this would save me around $70 a month (assuming no requirement to 
>> subscribe to the exchanges from the IQFeed side when using only 
>> backfill).
>> 
>> BR
>> Claude
>> 
>> 
>> 
>> 
>> 
>> --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams" 
>> <danielwardadams@> wrote:
>> >
>> > Claude,
>> > I would be interested in this too. I (once again) am tired of paying
>> > IQFeed fees and am looking for alternatives. I like IQFeed but I 
>> find
>> > that more and more of my trading is just done on EOD data so it's
>> > overkill for what I really need. I, too, now also have IB data and 
>> I'd
>> > like to somehow use it to see real-time current day data in
>> > conjunction with a Yahoo EOD database (I used to do this by 
>> updating a
>> > QuotesPlus EOD database via the QuoteTracker plugin which was being
>> > fed real-time from CyberTrader but then CyberTrader made their feed
>> > unavailable to Quotetracker).
>> > 
>> > Losing the Cybertrader feed was what led me to get IQFeed.
>> > 
>> > Dan
>> > 
>> > 
>> > --- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" <claudecaruana@>
>> > wrote:
>> > >
>> > > Hi,
>> > > 
>> > > I am looking into the possibility of getting Amibroker to have a 
>> > > realtime feed from Interactive Brokers and using a backfill from 
>> IQFeed.
>> > > 
>> > > If this works then the subscription to IQFeed would be cheaper as 
>> you 
>> > > would only need backfill function.
>> > > 
>> > > In order to do this, I think a dedicated plugin would be required.
>> > > Could anybody tell me whether this possiblity could be acheived, 
>> iether 
>> > > through standard means, or through the development of a new 
>> plugin - is 
>> > > this possible through the API offered?
>> > > 
>> > > Many thanks for any feedback,
>> > > 
>> > > Claude
>> > >
>> >
>>
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 
> 
>


Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/